Good suggestion. Because the front wheels turn left and right, you can get driveline tension/windup which can make things tight enough that it won't disengage. Backing up/reversing direction unwinds that tension. This is typical of all 4WD systems.Assuming nothing is broken, you may try reverse to see if it will disengage.
If plowing, you get snow up under the unit and depending on how you are storing the unit following plowing, etc., freezing can cause havoc on components underneath the unit. I would suggest getting the unit completely dry in a garage and then look over carefully, i.e., cable, etc. These systems are pretty robust, so it's likely something relatively simple....So I had my 2016 rancher 420 in 4wd for plowing the other day and then went out to do some riding after and could not disengage my 4wd. Seems like there is no tension on the lever. Could something be frozen? Has anyone else had this problem?